Irmina Czarna

Available identifiers

zbMath Open czarna.irminaMaRDI QIDQ274166

List of research outcomes

Publication	Date of Publication	Type
Fluctuation identities for Omega-killed spectrally negative Markov additive processes and dividend problem	2021-08-04	Paper
Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process	2020-09-24	Paper
Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs	2020-06-15	Paper
Fluctuation theory for level-dependent Lévy risk processes	2019-12-17	Paper
Optimality of multi-refraction control strategies in the dual model	2018-11-19	Paper
Discrete time ruin probability with Parisian delay	2018-07-17	Paper
Parisian ruin probability with a lower ultimate bankrupt barrier	2018-07-11	Paper
Parisian quasi-stationary distributions for asymmetric Lévy processes	2017-10-06	Paper
Parisian ruin for a refracted Lévy process	2017-05-24	Paper
The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model	2016-11-22	Paper
A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes	2016-04-22	Paper
Optimal Parisian-type dividends payments discounted by the number of claims for the perturbed classical risk process	2016-03-22	Paper
Dividend problem with Parisian delay for a spectrally negative Lévy risk process	2014-06-30	Paper
Parisian ruin probability for spectrally negative Lévy processes	2013-05-30	Paper
Ruin probability with Parisian delay for a spectrally negative Lévy risk process	2012-01-04	Paper
De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process	2011-06-20	Paper

Research outcomes over time

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